Bayesian Nonparametric State-Space Model for System Identification with Distinguishable Multimodal Dynamics

2021 ◽  
Vol 18 (3) ◽  
pp. 116-131
Author(s):  
Young-Jin Park ◽  
Soon-Seo Park ◽  
Han-Lim Choi
2005 ◽  
Vol 128 (3) ◽  
pp. 746-749
Author(s):  
Manabu Kosaka ◽  
Hiroshi Uda ◽  
Eiichi Bamba ◽  
Hiroshi Shibata

This study proposes a new deterministic off-line identification method that obtains a state-space model using input and output data with steady state values. This method comprises of two methods: Zeroing the 0∼N-tuple integral values of the output error of single-input single-output transfer function model (Kosaka et al., 2004) and Ho-Kalman’s method (Zeiger and McEwen, 1974). Herein, we present a new method to derive a matrix similar to the Hankel matrix using multi-input and multi-output data with steady state values. State space matrices A, B, C, and D are derived from the matrix by the method shown in Zeiger and McEwen, 1974 and Longman and Juang, 1989. This method’s utility is that the derived state-space model is emphasized in the low frequency range under certain conditions. Its salient feature is that this method can identify use of step responses; consequently, it is suitable for linear mechanical system identification in which noise and vibration are unacceptable. Numerical simulations of multi-input multi-output system identification are illustrated.


2017 ◽  
Vol 6 (4) ◽  
pp. 294-308
Author(s):  
Radosław Marlęga

This work contains selected results of research on modelling identification of Polish Power Exchange (TGEE) on the example of the figures quoted on the Day Ahead Market (DAM) on TGEE in Poland. In order to obtain a model of the TGEE system on the beginning it was conducted to identify the figures for the period 01.01.2013-31.12.2015 obtaining discrete parametric model arx in MATLAB and Simulink environments using System Identification Toolbox (SIT). The resultant model was converted to a continuous parametric model, and that one on a continuous model in the state space. On the basis of obtained equations of state and outputs, there was interpreted a state variables and parameters of the selected model, i.e. selected elements of the matrix A and matrix B. Research continues.


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